Responsibilities:

• Participate in managing interest rate risk in the banking book, defining the firm’s hedging strategy and driving the execution of funds transfer pricing in CEP. End to end ownership of CEP’s IRRBB metrics.
• Engages in the appropriate establishment and monitoring of interest rate risk and balance sheet limits.
• Balance sheet management (e.g. maturity mismatches, planning, business treasury)
• Lead and drive CEP’s response to regulatory exams in respect of ALM and IRRBB, Regulatory stress tests and drive any subsequent remediation efforts in a timely manner.
• Helps drive IRR and FTP strategy through the review and determination of a best-in-class metrics, methodology and modelling requirements to enable an efficient and effective strategy meeting Front Office, Treasury and Business needs.
• Be the point person for ALM & IRRBB matters for CEP – face off to EMEA and Group Treasury, TRM , Businesses , Regulators , Senior Management etc.
• Builds a strong talent base and drive employee engagement and retention, enhancing leadership opportunities and providing coaching and mentoring to team members across all levels.
• Ensure consistency of approach and support standardization of practices where needed, including ALCO, Liquidity and Asset and Liability Management, or other Global Treasury initiatives.
• In coordination with the CEO, CFO and Treasurer, provide full support to the Treasurer to ensure that the CEP ALCO is effective in its oversight and management of all ALM and IRRBB related matters
• Clearly articulate country’s FTP / LTP requirements, and recommendations of FTP / LTP proposals to Treasurer for approval from CEP ALCO, Regional Treasurer and information to Regional EMEA ALCO.
• Fully support consistent implementation of funds transfer pricing policies.

Skills and Experience:

• Extensive Treasury experience is required.
• Strong and proven analytical skills.
• Excellent oral and written communication skills.
• Ability to handle tight deadlines and multi-task.
• Experience of managing teams
• Ability to work under pressure and to prioritise objectives.
• Must be able to understand complex financial concepts and distil into clear, concise and simplified concepts.
• Experience with understanding and preparing analytics for a senior audience.
• English language at proficient level both written and oral. Other languages are a plus.

Education:

• University degree in Finance, Economic or Accounting or postgraduate degree in similar disciplines.